| 天然气下跌时,imp vol also comes off. |
| 送交者: 小寒* 2008月06月19日09:30:12 于 [股市财经] 发送悄悄话 |
| 回 答: 谢谢菡妹 由 枯木朽株 于 2008-06-19 08:55:44 |
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Ng is always skewed to the upside and negatively skewed to the downside. When the market comes off, so does the vol, that's why the change on the put premium is small.
I think today may be an opportunity to add 55. |
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